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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,982 papers · 148 categories

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48 results for entire monotonicity

New methods for multivariate nonparametric regression reduce dimensionality issues.

problem Nonparametric regression in high dimensions with covariates.
method Introduced entirely monotonic and constrained Hardy-Krause variation LSEs.
result Risk properties and minimax lower bounds for these LSEs.

Under certain topological assumptions, we show that two monotone Lagrangian submanifolds embedded in the standard symplectic vector space with the same monotonicity constant cannot link one another and that, individually, their smooth knot type is determined entirely by the homotopy theoretic data which classifies the …

2012-11-28abs ↗pdf ↗

Bayesian optimization with preference learning using monotonic neural networks.

problem Optimizing complex systems with multiple conflicting objectives.
method Proposes a neural network ensemble for utility surrogate modeling, leveraging monotonicity.
result Demonstrates superior performance compared to existing methods.

Improved algorithms for convex-concave min-max optimization and monotone variational inequalities.

problem Efficiently solving constrained convex-concave min-max problems and monotone variational inequalities.
method Higher-order methods achieving iteration complexities of O(1/T^{ rac{p+1}{2}}) for p-th order derivatives.
result Achieved improved convergence rates for min-max and monotone variational inequalities.

The paper proves smoothness of transition layers in the Allen-Cahn equation.

problem Proving uniform C2,αC^{2,\alpha} regularity for transition layers.
method Utilizes Allen-Cahn monotonicity formula, Lipschitz approximation, and blowups.
result Shows uniform C2,αC^{2,\alpha} regularity for transition layers converging to smooth mean curvature flows.

Consider the following coupled elliptic system of equations \begin{equation*} \label{} (-Δ)^s u_i = (u^2_1+\cdots+u^2_m)^{\frac{p-1}{2}} u_i \quad \text{in} \ \ \mathbb{R}^n , \end{equation*} where 0<s20<s\le 2, p>1p>1, m1m\ge1, u=(ui)i=1mu=(u_i)_{i=1}^m and ui:RnRu_i:\mathbb R^n\to \mathbb R. The qualitative behavior of solutions of…

2015-09-27abs ↗pdf ↗

New method learns low-dimensional representations of nonlinear time series without supervision.

problem Learning low-dimensional representations of nonlinear time series without supervision.
method Based on monotone variational inequality, the method learns representations by assuming sequences arise from a common domain.
result The method can learn the geometry for the entire domain and faithful representations for the dynamics of each individual sequence.

Neural network models have a reputation for being black boxes. We propose to monitor the features at every layer of a model and measure how suitable they are for classification. We use linear classifiers, which we refer to as "probes", trained entirely independently of the model itself. This helps us better understand …

2016-10-05abs ↗pdf ↗

We study the following quasilinear elliptic system for all i=1,,mi=1,\cdots,m \begin{equation*} \label{} -div(Φ'(|\nabla u_i|^2) \nabla u_i) = H_i(u) \quad \text{in} \ \ \mathbb{R}^n \end{equation*} where u=(ui)i=1m:RnRmu=(u_i)_{i=1}^m: \mathbb R^n\to \mathbb R^m and the nonlinearity Hi(u)C1(Rm)R H_i(u) \in C^1(\mathbb R^m)\to \mathbb R is a gen…

2015-06-08abs ↗pdf ↗

We study global monotone solutions of the free boundary problem that arises from minimizing the energy functional I(u)=u2+V(u)I(u) = \int |\nabla u|^2 + V(u), where V(u)V(u) is the characteristic function of the interval (1,1)(-1,1). This functional is a close relative of the scalar Ginzburg-Landau functional $J(u) = \int |\nabla u|^…

2011-10-12abs ↗pdf ↗

New framework learns complex AI attitudes from heterogeneous data.

problem Heterogeneous ordinal structure in AI attitudes, poorly captured by existing methods.
method Monotone Gaussian score embedding, BNP complexity discovery, confirmatory fixed-K estimation.
result Reduced holdout MSE by 25.8% over single-graph baseline.

The paper addresses monotonicity in machine learning models for fairness and accountability.

problem Ensuring fairness and accountability in transparent machine learning models.
method Study of three types of monotonicity (individual, weak pairwise, strong pairwise) and propose monotonic groves of neural additive models.
result Monotonic groves of neural additive models maintain transparency, accountability, and fairness.

RUMBoost combines RUMs and deep learning for better choice modelling.

problem Creating interpretable and robust discrete choice models.
method Gradient Boosted Regression Trees for utility functions, with constraints for interpretability and monotonicity.
result RUMBoost outperforms ML and RUM benchmarks in predictive performance and interpretability.

The paper tackles non-monotonic learning performance and proposes algorithms to make models more monotone.

problem Non-monotonic learning performance where more data does not always improve model quality.
method Proposes three algorithms to make supervised learning models more monotone, proving consistency and monotonicity with high probability.
result The algorithm MT-HT reduces less than 1% non-monotonic decisions on MNIST while maintaining competitive error rates.

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

Study examines explainable machine learning for monotonic models, finding Integrated gradients better for strong monotonicity.

problem Applying explainable machine learning to science-informed models.
method Proposed axioms for monotonicity, tested Shapley value and Integrated gradients methods.
result Integrated gradients provides better explanations for strong monotonicity.

FACMAC combines deep policy gradients with factored critic for multi-agent reinforcement learning.

problem Cooperative multi-agent reinforcement learning in discrete and continuous action spaces.
method FACMAC uses a centralised but factored critic, combining per-agent utilities into a joint action-value function.
result FACMAC outperforms MADDPG and other baselines on multi-agent particle environments and StarCraft II tasks.

Paper proposes AXE loss for non-autoregressive machine translation, improving performance.

problem Challenges in training non-autoregressive models due to lack of autoregressive factors and cross entropy loss penalties.
method Proposes aligned cross entropy (AXE) loss function using a differentiable dynamic program for better word order alignment.
result AXE-based training improves performance on major WMT benchmarks and sets a new state of the art for non-autoregressive models.

Proposes a Bayesian nonparametric model for monotonic functions.

problem Imposing monotonicity constraints in Bayesian nonparametric models.
method Numerical solutions of stochastic differential equations for nonparametric model of monotonic functions.
result Demonstrates competitive results on benchmark functions and utility in temporal alignment of time-series data.

Nonnegative matrix factorization (NMF) factorizes a non-negative matrix into product of two non-negative matrices, namely a signal matrix and a mixing matrix. NMF suffers from the scale and ordering ambiguities. Often, the source signals can be monotonous in nature. For example, in source separation problem, the source…

2015-05-01abs ↗pdf ↗

In [S. Basu, A. Gabrielov, N. Vorobjov, Semi-monotone sets. arXiv:1004.5047v2 (2011)] we defined semi-monotone sets, as open bounded sets, definable in an o-minimal structure over the reals, and having connected intersections with all translated coordinate cones in R^n. In this paper we develop this theory further by d…

2012-01-02abs ↗pdf ↗

We prove three new monotonicity formulas for manifolds with a lower Ricci curvature bound and show that they are connected to rate of convergence to tangent cones. In fact, we show that the derivative of each of these three monotone quantities is bounded from below in terms of the Gromov-Hausdorff distance to the neare…

2011-11-21abs ↗pdf ↗

Proves monotonicity of parabolic frequency on all manifolds without curvature assumptions.

problem Monotonicity of parabolic frequency on manifolds.
method Analyzes parabolic frequency function on manifolds, proving monotonicity without curvature assumptions.
result Monotonicity of parabolic frequency on all manifolds, no curvature assumption needed.

Consider an equity market with nn stocks. The vector of proportions of the total market capitalizations that belong to each stock is called the market weight. The market weight defines the market portfolio which is a buy-and-hold portfolio representing the performance of the entire stock market. Consider a function th…

2014-02-15abs ↗pdf ↗

The paper evaluates the importance of monotonicity in AI fairness across various fields.

problem Ensuring fairness in AI applications across criminology, education, health care, and finance.
method Theoretical reasoning, simulation, and extensive empirical analysis of monotonic neural additive models (MNAMs).
result Monotonicity is essential for fairness in AI ethics and society, especially in criminology, education, health care, and finance.

Modified BA algorithm computes RD and DR functions efficiently.

problem Computing rate-distortion and distortion-rate functions.
method A novel modification of the BA algorithm using Newton's method for root-finding.
result The modified algorithm converges to RD and DR function solutions with rate O(1/n)O(1/n) and provides ε\varepsilon-approximations.

We introduce large scale analogues of topological monotone and light maps, which we call coarsely monotone and coarsely light maps respectively. We show that these two classes of maps constitute a factorization system on the coarse category. We also show how coarsely monotone maps arise from a reflection in a similar w…

2016-07-08abs ↗pdf ↗

A local monotonicity formula for the Yang-Mills-Higgs flow on GG-bundles over Rn\mathbb{R}^{n} (n>4n>4) is proved. It is shown that the monotone quantity coïncides on certain self-similar solutions with that appearing in existing non-local monotonicity formulæ for the Yang-Mills and Yang-Mills-Higgs flows.

2015-06-05abs ↗pdf ↗

This paper benchmarks monotone-constrained models for credit PD across datasets and finds constraints are mostly costless.

problem Aligning machine learning model behavior with domain knowledge in credit risk.
method Benchmarked monotone-constrained versus unconstrained gradient boosting models across five datasets and three libraries, defining the Price of Monotonicity (PoM) as the relative change in AUC.
result Monotonicity constraints are almost costless on large datasets and most costly on smaller datasets, with PoM ranging from essentially zero to about 2.9 percent.

Study on pairwise counter-monotonicity, a type of negative dependence.

problem Understanding and quantifying extremal negative dependence structures.
method Established stochastic representation and invariance property; showed implications and connections.
result Pairwise counter-monotonicity implies negative association and joint mix dependence.

Classical Hurwitz numbers count branched covers of the Riemann sphere with prescribed ramification data, or equivalently, factorisations in the symmetric group with prescribed cycle structure data. Monotone Hurwitz numbers restrict the enumeration by imposing a further monotonicity condition on such factorisations. In …

2014-08-18abs ↗pdf ↗